You shouldn't really have to change it, just add to it if it runs low. Make a note of the expiry date on the tub and throw it out then. If it starts to clump up (if the gecko walks through its water then through the calcium for example) you can change it for fresh stuff then, or if it becomes dirty or whatever.
I change mine every few days (most of the time once a week)...but I'm just anal about small stuff like that. I only keep a small amount in the gatorade cap so I dont waste a ton since I change it so often
I'm sure you know, but make sure it's calcium without d3